Quantitative Developer

Location: South East London

Quant Developer - Exotic Derivatives

Location:

London (3 days/week hybrid) Duration: 6-12 months (12-month scope)

The Role Join a front-office team at a global financial institution building a brand-new capital markets valuation engine from scratch. This is a hands-on, individual contributor role-no black-box custodianship. You will read academic papers, build pricing models from the ground up, and directly defend your modeling choices. Key Requirements Technical:
Strong Python skills are welcome, but a solid, hands-on background in production-grade Java is a strict requirement. Math/Finance:
Deep understanding of curve building, bootstrapping, financial date mechanics, and cash flows. Products:
Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts. Execution:
Proven ability to implement advanced numerical methods (e.g., Monte Carlo) and hit the ground running. Apply If you are a senior quant engineer who can translate complex math into high-performance code, please apply with your CV highlighting your 'from-scratch' build experience. or share to Randstad Technologies is acting as an Employment Business in relation to this vacancy.